The purpose of this paper is to explore performance coaching in sport, music, and business. The paper begins by describing some of the popular, lay methods used by coaches in each field, many influenced by The Inner Game books of Timothy Gallwey. Next, the paper discusses the scientifically grounded theories, principles, and methods that underlie performance coaching today, primarily derived from sport psychology, music psychology, organisational psychology, and coaching psychology. Finally, the paper examines the contribution that positive psychology has and could make by providing new theories, constructs, perspectives, and methods to the art and science of performance coaching in sport, music, and business.